-11.1%
MOS vs BOXX
+4.1%
-15.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.6% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | +15.3% | +0.4% | +14.9% | +12.4% |
| 3M | +1.5% | +1.0% | +0.5% | -5.8% |
| 6M | -2.0% | +2.0% | -4.0% | -20.1% |
| YTD | -6.5% | +3.4% | -9.9% | -45.8% |
| 1Y | -11.1% | +4.1% | -15.1% | -57.1% |
| All | -11.1% | +4.1% | -15.1% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BOXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling